The paradox of pledgeability

A-Tier
Journal: Journal of Financial Economics
Year: 2020
Volume: 137
Issue: 3
Pages: 591-605

Authors (3)

Donaldson, Jason Roderick (not in RePEc) Gromb, Denis Piacentino, Giorgia (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a model in which collateral serves to protect creditors from the claims of other creditors. We find that, paradoxically, borrowers rely most on collateral when pledgeability is high. This is when taking on new debt is easy, which dilutes existing creditors. Creditors thus require collateral for protection against possible dilution by collateralized debt. There is a collateral rat race. But collateralized borrowing has a cost: it encumbers assets, constraining future borrowing and investment. There is a collateral overhang. Our results suggest that policies aimed at increasing the supply of collateral can backfire, triggering an inefficient collateral rat race. Likewise, upholding the absolute priority of secured debt can exacerbate the rat race.

Technical Details

RePEc Handle
repec:eee:jfinec:v:137:y:2020:i:3:p:591-605
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25